Here is a horrible way to do almost what you want. (Gianluca Gorni's way is the way to go.)
Labeled[Plot[x^2, {x, -3, 3}, AxesStyle -> Arrowheads@0.035], {"x", "y" <> " "}, {{Bottom, Right}, {Top, Center}}]
![Plot with placed axis labels][1]
The only workaround that I know about is to place the labels manually:
Plot[x^2, {x, -3, 3}, Epilog -> {Text["x", Scaled[{1, 0}], {2, -1}]}, AxesStyle -> Arrowheads@0.035]
